Tracking interval for selecting between non-nested models: an investigation for type II right censored data

DOI10.1016/j.jspi.2012.04.007zbMath1349.62469OpenAlexW2014492841MaRDI QIDQ451206

Abdolreza Sayyareh

Publication date: 21 September 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.04.007

zbMATH Keywords

model selection criteriacensored datanon-nested modelsKullback-Leibler riskVuong's test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Censored data models (62N01) Statistical aspects of information-theoretic topics (62B10)

Related Items (2)

Parameter estimation and prediction of order statistics for the Burr Type XII distribution with Type II censoring ⋮ Estimation and prediction for a unified hybrid-censored Burr Type XII distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
• Some aspects of testing non-nested hypotheses
• Estimating the dimension of a model
• An application of multiple comparison techniques to model selection
• On distribution of AIC in linear regression models
• Bootstrap \(J\) tests of nonnested linear regression models
• A large-sample model selection criterion based on Kullback's symmetric divergence
• Empiricial Comparison between Some Model Selection Criteria
• The Asymptotics of Maximum Likelihood and Related Estimators Based on Type II Censored Data
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the General Problem of Model Selection
• Testing Non-Nested Nonlinear Regression Models
• MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION
• Inference after separated hypotheses testing: an empirical investigation for linear models
• Estimating the Parameters of Log-Normal Distribution from Censored Samples
• On Information and Sufficiency
• Maximum Likelihood Estimation of Misspecified Models

This page was built for publication: Tracking interval for selecting between non-nested models: an investigation for type II right censored data